论文标题
基于集体图形模型的概率最佳传输
Probabilistic Optimal Transport based on Collective Graphical Models
论文作者
论文摘要
最佳传输(OT)广泛用于机器学习和计算机视觉等各个领域,因为它是测量概率分布和直方图之间相似性的强大工具。在先前的研究中,OT已被定义为从一个概率分布到另一个概率分布的运输概率质量的最低成本。在这项研究中,我们提出了一个新框架,其中OT被视为概率生成模型的最大后验(MAP)解决方案。通过提出的框架,我们表明,带有熵正则化的OT等效于最大化称为集体图形模型(CGM)的概率模型的后验概率,该模型描述了从图形模型生成的多个样本的汇总统计。将OT解释为CGM的MAP解决方案具有以下两个优点:(i)我们可以通过对噪声分布进行建模来计算噪声直方图之间的差异。由于可以将各种分布用于噪声建模,因此可以灵活地选择噪声分布以适合这种情况。 (ii)我们可以在直方图之间构建一种新方法,这是OT的重要应用。所提出的方法允许基于概率解释进行直观的建模,并且可以使用简单有效的估计算法。使用合成和现实世界时空种群数据集的实验显示了拟议的插值方法的有效性。
Optimal Transport (OT) is being widely used in various fields such as machine learning and computer vision, as it is a powerful tool for measuring the similarity between probability distributions and histograms. In previous studies, OT has been defined as the minimum cost to transport probability mass from one probability distribution to another. In this study, we propose a new framework in which OT is considered as a maximum a posteriori (MAP) solution of a probabilistic generative model. With the proposed framework, we show that OT with entropic regularization is equivalent to maximizing a posterior probability of a probabilistic model called Collective Graphical Model (CGM), which describes aggregated statistics of multiple samples generated from a graphical model. Interpreting OT as a MAP solution of a CGM has the following two advantages: (i) We can calculate the discrepancy between noisy histograms by modeling noise distributions. Since various distributions can be used for noise modeling, it is possible to select the noise distribution flexibly to suit the situation. (ii) We can construct a new method for interpolation between histograms, which is an important application of OT. The proposed method allows for intuitive modeling based on the probabilistic interpretations, and a simple and efficient estimation algorithm is available. Experiments using synthetic and real-world spatio-temporal population datasets show the effectiveness of the proposed interpolation method.